Numerical computation of an analytic singular value decomposition of a matrix valued function

This paper extends the singular value decomposition to a path of matricesE(t). An analytic singular value decomposition of a path of matricesE(t) is an analytic path of factorizationsE(t)=X(t)S(t)Y(t) T whereX(t) andY(t) are orthogonal andS(t) is diagonal. To maintain differentiability the diagonal entries ofS(t) are allowed to be either positive or negative and to appear in any order. This paper investigates existence and uniqueness of analytic SVD's and develops an algorithm for computing them. We show that a real analytic pathE(t) always admits a real analytic SVD, a full-rank, smooth pathE(t) with distinct singular values admits a smooth SVD. We derive a differential equation for the left factor, develop Euler-like and extrapolated Euler-like numerical methods for approximating an analytic SVD and prove that the Euler-like method converges.

Error analysis of Trefftz-discontinuous Galerkin methods for the time-harmonic Maxwell equations

In this paper, we extend to the time-harmonic Maxwell equations the p-version analysis technique developed in [R. Hiptmair, A. Moiola and I. Perugia, Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the p-version, SIAM J. Numer. Anal., 49 (2011), 264-284] for Trefftz-discontinuous Galerkin approximations of the Helmholtz problem. While error estimates in a mesh-skeleton norm are derived parallel to the Helmholtz case, the derivation of estimates in a mesh-independent norm requires new twists in the duality argument. The particular case where the local Trefftz approximation spaces are built of vector-valued plane wave functions is considered, and convergence rates are derived.

Numerical-asymptotic boundary integral methods in high-frequency acoustic scattering

In this article we describe recent progress on the design, analysis and implementation of hybrid numerical-asymptotic boundary integral methods for boundary value problems for the Helmholtz equation that model time harmonic acoustic wave scattering in domains exterior to impenetrable obstacles. These hybrid methods combine conventional piecewise polynomial approximations with high-frequency asymptotics to build basis functions suitable for representing the oscillatory solutions. They have the potential to solve scattering problems accurately in a computation time that is (almost) independent of frequency and this has been realized for many model problems. The design and analysis of this class of methods requires new results on the analysis and numerical analysis of highly oscillatory boundary integral operators and on the high-frequency asymptotics of scattering problems. The implementation requires the development of appropriate quadrature rules for highly oscillatory integrals. This article contains a historical account of the development of this currently very active field, a detailed account of recent progress and, in addition, a number of original research results on the design, analysis and implementation of these methods.

Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation

Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for such models. It replaces calculation of the likelihood by a step which involves simulating artificial data for different parameter values, and comparing summary statistics of the simulated data with summary statistics of the observed data. Here we show how to construct appropriate summary statistics for ABC in a semi-automatic manner. We aim for summary statistics which will enable inference about certain parameters of interest to be as accurate as possible. Theoretical results show that optimal summary statistics are the posterior means of the parameters. Although these cannot be calculated analytically, we use an extra stage of simulation to estimate how the posterior means vary as a function of the data; and we then use these estimates of our summary statistics within ABC. Empirical results show that our approach is a robust method for choosing summary statistics that can result in substantially more accurate ABC analyses than the ad hoc choices of summary statistics that have been proposed in the literature. We also demonstrate advantages over two alternative methods of simulation-based inference.

Energy consistent discontinuous Galerkin methods for the Navier–Stokes–Korteweg system

We design consistent discontinuous Galerkin finite element schemes for the approximation of the Euler-Korteweg and the Navier-Stokes-Korteweg systems. We show that the scheme for the Euler-Korteweg system is energy and mass conservative and that the scheme for the Navier-Stokes-Korteweg system is mass conservative and monotonically energy dissipative. In this case the dissipation is isolated to viscous effects, that is, there is no numerical dissipation. In this sense the methods are consistent with the energy dissipation of the continuous PDE systems. - See more at: http://www.ams.org/journals/mcom/2014-83-289/S0025-5718-2014-02792-0/home.html#sthash.rwTIhNWi.dpuf

abctools: an R package for tuning approximate Bayesian computation analyses

Approximate Bayesian computation (ABC) is a popular family of algorithms which perform approximate parameter inference when numerical evaluation of the likelihood function is not possible but data can be simulated from the model. They return a sample of parameter values which produce simulations close to the observed dataset. A standard approach is to reduce the simulated and observed datasets to vectors of summary statistics and accept when the difference between these is below a specified threshold. ABC can also be adapted to perform model choice. In this article, we present a new software package for R, abctools which provides methods for tuning ABC algorithms. This includes recent dimension reduction algorithms to tune the choice of summary statistics, and coverage methods to tune the choice of threshold. We provide several illustrations of these routines on applications taken from the ABC literature.

NUCLEAR SPIN 3/2 ELECTRIC QUADRUPOLE RELAXATION AS A QUANTUM COMPUTATION PROCESS

In this work we applied a quantum circuit treatment to describe the nuclear spin relaxation. From the Redfield theory, we obtain a description of the quadrupolar relaxation as a computational process in a spin 3/2 system, through a model in which the environment is comprised by five qubits and three different quantum noise channels. The interaction between the environment and the spin 3/2 nuclei is described by a quantum circuit fully compatible with the Redfield theory of relaxation. Theoretical predictions are compared to experimental data, a short review of quantum channels and relaxation in NMR qubits is also present.

Analytic Methods for the Logic of Proofs

The logic of proofs (lp) was proposed as Gdels missed link between Intuitionistic and S4-proofs, but so far the tableau-based methods proposed for lp have not explored this closeness with S4 and contain rules whose analycity is not immediately evident. We study possible formulations of analytic tableau proof methods for lp that preserve the subformula property. Two sound and complete tableau decision methods of increasing degree of analycity are proposed, KELP and preKELP. The latter is particularly inspired on S4-proofs. The crucial role of proof constants in the structure of lp-proofs methods is analysed. In particular, a method for the abduction of proof constant specifications in strongly analytic preKELP proofs is presented; abduction heuristics and the complexity of the method are discussed.

A Robust, Fully Adaptive Hybrid Level-Set/Front-Tracking Method for Two-Phase Flows with an Accurate Surface Tension Computation

We present a variable time step, fully adaptive in space, hybrid method for the accurate simulation of incompressible two-phase flows in the presence of surface tension in two dimensions. The method is based on the hybrid level set/front-tracking approach proposed in [H. D. Ceniceros and A. M. Roma, J. Comput. Phys., 205, 391400, 2005]. Geometric, interfacial quantities are computed from front-tracking via the immersed-boundary setting while the signed distance (level set) function, which is evaluated fast and to machine precision, is used as a fluid indicator. The surface tension force is obtained by employing the mixed Eulerian/Lagrangian representation introduced in [S. Shin, S. I. Abdel-Khalik, V. Daru and D. Juric, J. Comput. Phys., 203, 493-516, 2005] whose success for greatly reducing parasitic currents has been demonstrated. The use of our accurate fluid indicator together with effective Lagrangian marker control enhance this parasitic current reduction by several orders of magnitude. To resolve accurately and efficiently sharp gradients and salient flow features we employ dynamic, adaptive mesh refinements. This spatial adaption is used in concert with a dynamic control of the distribution of the Lagrangian nodes along the fluid interface and a variable time step, linearly implicit time integration scheme. We present numerical examples designed to test the capabilities and performance of the proposed approach as well as three applications: the long-time evolution of a fluid interface undergoing Rayleigh-Taylor instability, an example of bubble ascending dynamics, and a drop impacting on a free interface whose dynamics we compare with both existing numerical and experimental data.

Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs

We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse functions. This formula can be used to obtain an efficient implementation of Stochastic Dual Dynamic Programming applied to convex nonlinear problems. We prove the almost sure convergence of these decomposition methods when the relatively complete recourse assumption holds. We also prove the almost sure convergence of these algorithms when applied to risk-averse multistage stochastic linear programs that do not satisfy the relatively complete recourse assumption. The analysis is first done assuming the underlying stochastic process is interstage independent and discrete, with a finite set of possible realizations at each stage. We then indicate two ways of extending the methods and convergence analysis to the case when the process is interstage dependent.

Parameterized fast decoupled power flow methods for obtaining the maximum loading point of power systems. Part I. Mathematical modeling

The conventional Newton and fast decoupled power flow (FDPF) methods have been considered inadequate to obtain the maximum loading point of power systems due to ill-conditioning problems at and near this critical point. It is well known that the PV and Q-theta decoupling assumptions of the fast decoupled power flow formulation no longer hold in the vicinity of the critical point. Moreover, the Jacobian matrix of the Newton method becomes singular at this point. However, the maximum loading point can be efficiently computed through parameterization techniques of continuation methods. In this paper it is shown that by using either theta or V as a parameter, the new fast decoupled power flow versions (XB and BX) become adequate for the computation of the maximum loading point only with a few small modifications. The possible use of reactive power injection in a selected PV bus (Q(PV)) as continuation parameter (mu) for the computation of the maximum loading point is also shown. A trivial secant predictor, the modified zero-order polynomial which uses the current solution and a fixed increment in the parameter (V, theta, or mu) as an estimate for the next solution, is used in predictor step. These new versions are compared to each other with the purpose of pointing out their features, as well as the influence of reactive power and transformer tap limits. The results obtained with the new approach for the IEEE test systems (14, 30, 57 and 118 buses) are presented and discussed in the companion paper. The results show that the characteristics of the conventional method are enhanced and the region of convergence around the singular solution is enlarged. In addition, it is shown that parameters can be switched during the tracing process in order to efficiently determine all the PV curve points with few iterations. (C) 2003 Elsevier B.V. All rights reserved.

Parameterized fast decoupled power flow methods for obtaining the maximum loading point of power systems. Part II. Performance evaluation

The parameterized fast decoupled power flow (PFDPF), versions XB and BX, using either theta or V as a parameter have been proposed by the authors in Part I of this paper. The use of reactive power injection of a selected PVbus (Q(PV)) as the continuation parameter for the computation of the maximum loading point (MLP) was also investigated. In this paper, the proposed versions obtained only with small modifications of the conventional one are used for the computation of the MLP of IEEE test systems (14, 30, 57 and 118 buses). These new versions are compared to each other with the purpose of pointing out their features, as well as the influence of reactive power and transformer tap limits. The results obtained with the new approaches are presented and discussed. The results show that the characteristics of the conventional FDPF method are enhanced and the region of convergence around the singular solution is enlarged. In addition, it is shown that these versions can be switched during the tracing process in order to efficiently determine all the PV curve points with few iterations. A trivial secant predictor, the modified zero-order polynomial, which uses the current solution and a fixed increment in the parameter (V, theta, or mu) as an estimate for the next solution, is used for the predictor step. (C) 2003 Elsevier B.V. All rights reserved.